EXR and DP explained

My X-S1 manual tells how to get into EXR and DP modes, but not really why these are used. Since I'm fairly new to Fuji, there is much I don't know. I have a basic understanding of what they do, but is there a descriptive narrative anywhere that tells you in detail how they are used, and when you would use them? Google search didn't bring up any satisfactory answers....